Theme：Series Method in Econometrics

Lecturer: Chaohua Dong, Zhongnan University of Economics and Law

Time：2022.06.10 9:30-11:30

Site：B251 of EMS

Abstract:

This talk basically gives a brief introduction to the series method used in econometrics. We start with several heuristic examples in existing literature, followed by introducing Hilbert function spaces where normally our target nonparametric unknown functions reside in. The series method mainly utilizes the orthogonal series expansion in these spaces to approximate unknown functions. Finally, we shall give some examples to illustrate how the approach is used in econometrics.

Introduction to the lecturer:

Chaohua Dong is a professor at the School of Statistics and Mathematics, Zhongnan University of Economics and Law, and a doctoral supervisor in quantitative economics. He is mainly engaged in high-dimensional econometric theory, non-parametric and semi-parametric econometric methods, non-stationary time series and panel data model theory. His recent research results have been published in Journal of Econometrics, Econometric Theory, Annals of Statistics, Journal of Business and Economic Statistics and other journals. Presided over and participated in four national self-study projects; won the second prize of the 12th Hubei Provincial Social Science Outstanding Achievement Award.